Investment attractiveness of debt instruments on KASE in period of December 10-23, 2009

/IRBIS, December 25, 09/ - Below is the table that allows for comparing investment attractiveness of debt financial instruments, which were regularly traded or quoted on Kazakhstan Stock Exchange (KASE) in the period of December 10-23, 2009. Trends are given relative to the previous week. Instruments are given in the descending order of earnings yield for buyer within indicated groups. --------------------------------------------------------- Yield, % APR Financial -------------------- Coupon, Term, instrument value trend % APR years ----------- --------- ---------- ----------- ------------ Non-indexed instruments denominated in tenge --------------------------------------------------------- KMSBb1 500.00 +500.00 15.00 3.52 TEBNb12 394.19 +310.82 9.00 0.30 KRZHb1 177.47 +6.19 14.00 0.99 BTAIb1 168.98 +106.32 10.00 1 KONDb1 100.26 -2.40 8.80 1.96 ZERDb1 61.13 -19.04 10.00 3.01 CACMb1 36.00 0 9.00 1.62 BTASb7 31.44 -35.56 7.00 26.53 KAZIb2 27.97 -0.03 10.00 1.95 MAG_b1 25.39 -8.18 12.00 1.36 TSBNb2 21.00 -2.00 9.00 2.62 TSBNb4 20.99 -2.01 8.00 1.47 OILAb1 20.00 0 13.00 1.19 CSBNb6 19.95 0 8.50 5.36 EXBNb2 19.17 -0.54 9.00 2.45 NRBNb5 18.96 +2.25 7.50 6.40 EXBNb1 18.84 -0.87 9.00 3.88 ASZSb1 18.15 +0.48 0 1.08 KKI_b1 18.00 0 8.00 0.70 ASNDb2 17.00 +2.00 15.00 3.89 ORDKb2 16.00 0 12.00 3.09 RGBRb4 16.00 -4.03 8.00 1.62 VMZVb1 15.90 +1.90 14.00 4.92 KASSb1 15.46 +0.98 9.00 1.14 AESOb1 15.00 0 15.00 5.52 LOGCb2 15.00 +4.70 11.00 4.02 KIBNb3 14.00 0 10.00 0.64 RGBRb6 14.00 0 8.00 4.82 HSBKb13 13.70 -0.30 13.00 8.87 MREKb3 13.66 +0.66 12.00 1.91 APKIb2 13.62 -2.38 12.00 1.40 CSBNb9 13.50 0 12.00 2.52 CTECb1 13.23 +0.13 12.50 8.94 ATFBb4 13.00 0 8.50 4.92 CCBNb19 13.00 0 11.00 8.51 KZIKb11 13.00 -0.40 6.90 5.29 MREKb5 13.00 0 16.00 3.14 MREKb6 13.00 +3.00 16.00 4.26 APKIb3 12.75 +0.60 12.00 1.68 CCBNb16 12.50 0 8.00 0.39 APKIb1 12.43 +0.43 12.00 1.29 KZIKb18 12.30 -1.20 11.00 2.94 HSBKb7 12.00 0 7.50 5.02 HSBKb9 12.00 0 7.50 5.53 MREKb2 12.00 0 13.00 0.66 MREKb4 12.00 0 12.00 2.35 TEBNb4 12.00 0 9.00 5.53 NRBNb6 11.91 -0.16 12.90 5.08 NRBNb7 11.74 -0.57 11.00 3.87 ALBNb2 11.50 0 12.00 1.19 ALTMb1 11.00 0 12.00 2.85 EUBNb9 11.00 0 13.00 5.81 PRKRb2 11.00 +0.51 8.00 3.22 TEBNb18 11.00 0 9.00 9.12 TXBNb2 11.00 0 11.00 0.52 CCBNb12 10.00 -2.00 9.00 1.01 KAFIb2 10.00 0 13.00 4.21 PDENb1 10.00 0 9.80 7.55 RESCb1 10.00 -0.18 12.00 3.99 CCBNb17 9.00 0 8.50 2.39 CCBNb18 9.00 -2.00 7.00 12.95 KKAGb4 9.00 0 12.00 3.68 RGBRb5 9.00 0 8.00 2.82 TEBNb14 9.00 0 9.50 6.31 KAZIb3 8.00 0 14.00 4.42 TSBNb7 7.50 0 7.50 17.55 EUBNb2 7.00 0 7.50 1.96 NRBNb8 6.81 -0.52 9.00 0.93 MEUJKAM 5.86 -0.12 5.96 - 5.64 5.09 - 5.09 MEOKAM 4.96 +0.11 5.2 -8.70 0.05 -3.98 MEUKAM 3.97 -2.23 5.50 -8.75 4.96 - 14.51 --------------------------------------------------------- Instruments indexed to inflation rate --------------------------------------------------------- ASELb1 7,680.81 +2,062.28 10.90 0.27 KKAGb1 2,699.92 +1,535.61 10.10 0.15 VITAb4 1,029.08 +419.41 7.95 0.32 BTASb4 123.57 -15.26 8.00 4.46 VITAb5 84.10 +0.10 8.50 3.40 TMLZb1 50.00 0 11.00 2.27 TEBNb6 40.00 0 9.40 3.02 KDTSb1 36.57 -10.14 9.30 2.27 KSMKb2 36.20 +36.20 8.50 2.87 NFBNb1 36.00 -0.01 8.90 2.76 ABDIb1 34.00 -2.00 10.50 3.04 ASAVb2 31.25 +1.25 7.50 0.35 BTAIb9 31.12 -1.88 7.00 6.16 KKAGb2 31.00 0 7.70 1.28 DTJLb1 24.84 -0.99 8.85 18.62 KASTb2 23.00 0 9.40 1.51 KKAGb3 23.00 0 9.10 3.66 TSBNb5 21.59 -2.41 9.90 4.51 CSBNb4 20.00 0 7.40 1.44 CSBNb5 18.00 -2.00 9.40 2.07 CHFMb2 17.00 0 11.00 3.27 EABRK280414 16.00 0 15.00 4.34 KATRb2 16.00 0 17.00 8.61 KKGBb4 15.00 +0.80 8.90 5.25 CCBNb6 14.37 +0.37 10.40 5.01 CSBNb7 14.00 0 8.30 8.45 CSBNb8 14.00 0 14.00 9.52 TSBNb6 14.00 0 6.80 5.97 CCBNb14 13.85 +1.35 7.90 6.80 EUBNb3 13.69 -0.31 9.70 3.28 KZIKb12 13.50 +1.51 6.01 7.30 HSBKb10 13.20 0 9.20 5.86 HSBKb11 13.20 0 9.00 6.32 CCBNb3 13.00 -2.00 11.80 0.45 EUBNb4 13.00 0 7.90 4.70 KZIKb2 13.00 -0.80 6.80 3.77 KZIKb3 13.00 -0.80 7.00 4.27 KZIKb4 13.00 -0.80 6.50 4.27 KZIKb6 13.00 +1.03 6.39 1.27 KZIKb7 13.00 +1.90 6.10 1.77 KZIKb8 13.00 -1.50 6.10 4.77 TEBNb10 13.00 0 6.80 6.93 TEBNb11 13.00 0 6.80 11.94 TEBNb8 13.00 0 8.50 2.44 KAFIb1 12.80 -0.39 8.50 2.01 KIBNb1 12.64 +1.05 8.00 2.95 AGKKb1 12.50 0 8.10 2.63 CCBNb11 12.50 0 9.90 6.01 HSBKb12 12.50 0 8.00 7.79 ATFBb6 12.45 0 10.00 4.18 KKGBb7 12.30 0 9.00 8.88 HSBKb14 12.06 -0.94 13.00 8.87 ATFBb5 12.00 +1.40 10.90 2.41 CCBNb10 12.00 0 7.90 5.79 CCBNb13 12.00 0 7.90 6.30 CCBNb7 12.00 -0.50 7.00 5.43 CCBNb8 12.00 0 8.90 5.64 CCBNb9 12.00 0 7.90 5.64 HSBKb8 12.00 0 8.80 5.30 KKGBb8 12.00 0 9.00 9.33 TXBNb3 12.00 0 8.20 1.85 KZIKb17 11.95 -1.95 6.50 6.46 KKGBb6 11.46 +0.06 9.50 7.72 DNBNb1 11.40 0 9.60 1.03 DNBNb2 11.30 0 8.70 1.28 JGOKb2 11.11 0 7.90 3.28 CCBNb4 11.00 0 10.10 1.75 HSBKb4 11.00 0 10.70 0.51 KZIKb16 11.00 +1.23 7.50 7.06 TEBNb7 10.90 0 8.50 5.44 EUBNb8 10.50 0 7.20 13.81 LOGCb1 10.30 0 8.40 0.69 ERKAb1 10.00 0 10.00 3.88 REALb1 9.99 -9.31 10.00 3.43 BTTRb1 9.96 -0.07 9.20 9.27 BTAIb3 9.69 -54.40 6.80 1.97 CCBNb15 9.50 0 7.90 7.34 EUBNb5 9.42 -0.14 8.60 13.69 ASAVb1 9.25 +0.25 8.90 0.02 AKFIb2 9.00 0 13.00 6.18 TEBNb17 9.00 0 8.50 7.31 KZIKb10 8.22 -3.78 5.69 0.18 CCBNb20 8.00 0 7.20 13.89 KASTb1 8.00 0 7.80 1.38 KZIKb19 7.57 -1.93 10.20 3.56 KKGBb5 7.50 0 9.10 5.71 IMSKb1 7.01 -3.99 11.00 6.62 TKUDb1 7.00 0 11.00 1.86 SATCb1 4.05 -5.95 9.60 5.03 --------------------------------------------------------- Instruments indexed to change of tenge rate to USD --------------------------------------------------------- BTASb2 24,206.01 +23,140.64 9.00 0.34 NRBNb2 15.00 0 9.00 1.46 --------------------------------------------------------- Instruments indexed to change of tenge rate against USD protected from strengthening of tenge against USD --------------------------------------------------------- TEBNb16 35.00 0 8.50 7.31 TEBNb3 29.00 0 10.00 2.82 TEBNb13 25.00 +10.00 9.00 2.30 CSBNb3 16.50 0 8.75 0.95 KZTCb1 15.50 0 8.00 0.58 CSBNb2 15.00 -1.86 9.50 0.42 KZTCb2 14.38 -0.62 10.00 2.52 PDESb1 14.00 0 9.00 1.00 TEBNb15 9.00 0 9.50 6.31 --------------------------------------------------------- Instruments indexed to devaluation rate of tenge against USD and on inflation rate --------------------------------------------------------- JGOKb2 11.11 0 7.9 3.28 US_JPM_e1 4.87 +0.76 4.847 6.14 ----------- --------- ---------- ----------- ------------ Non-indexed instruments denominated in foreign currencies --------------------------------------------------------- BTASe3 1,033.14 +348.97 7.88 0.44 KKGBe16 14.45 +0.81 7.62 2.14 KKGBe5 13.52 +0.04 7.88 4.28 KKGBe8 12.96 +0.02 8.00 5.86 KKGBe4 11.04 -1.21 8.50 3.31 US_MER_e1 10.06 +1.39 5.66 11.05 ATFBe4 9.78 -3.22 8.12 0.84 BRKZe4 8.47 -0.13 6.00 16.25 BRKZe3 8.15 -0.24 6.50 10.45 BRKZe2 7.63 -0.08 7.38 3.88 --------------------------------------------------------- Yields of bonds on which deals were made have been calculated as average of deals, on the rest bonds - as an average of demand quotes. On bonds with floating coupon forecast the yield is calculated at the current coupon value. The instrument term is shown with regard to the last date of the analyzed period (for bonds - till maturity, for repo instruments - till repo closing date). Judging by the weighted average rate of the KASE main session, the speed of tenge devaluation to the US dollar during the analyzed period is estimated at 12.4 % APR. The yields indicated do not include overhead expenses that are inevitable when conducting operations and fixing profits. The securities marked by an asterisk are instruments with less than a year circulation term. The weighted average effective yield rate is indicated in regard to them. [2009-12-25]